Optimal estimation of the states of a synchronous double stochastic flow of events

被引：17
|
作者：
Bushlanov, IV [1 ]
Gortsev, AM [1 ]
机构：
[1] Tomsk VV Kuibyshev State Univ, Tomsk 634050, Russia
来源：
AUTOMATION AND REMOTE CONTROL | 2004年 / 65卷 / 09期
关键词：
Mathematical Model; Mechanical Engineer; Simulation Model; Numerical Calculation; System Theory;
D O I：
10.1023/B:AURC.0000041418.09187.63
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Estimation of the states of a synchronous double stochastic flow of events with an arbitrary (finite) number of states was considered. The flow is a mathematical model of the information flows of the customers circulating in the queuing systems and networks. An explicit form of the a posteriori probabilities representing the total characteristics of the flow of event was determined. Decision about the state of flow is made using the criterion for maximum of the a posteriori probability. Numerical calculations of the a posteriori probabilities and statistical experiments with a simulation model are illustrated.
引用
收藏
页码：1389 / 1399
页数：11
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